{"slug":"market-recap-2026-07-10","qid":"baseline_options_flow","label":"Options tape: contracts, call %, 0DTE share vs Thursday, top contract, Friday expiry day","post_title":"Market Recap: July 10, 2026, The Day in Numbers","post_url":"/blog/market-recap-2026-07-10#q-baseline_options_flow","columns":["option_prints_m","contracts_m","jul9_contracts_m","call_pct_of_volume","pct_0dte","jul9_pct_0dte","spy_regular_close","top1_und","top1_strike","top1_type","top1_contracts","top1_avg_px","top1_is_0dte","top1_moneyness"],"rows":[{"option_prints_m":10.56,"contracts_m":65.59,"jul9_contracts_m":58.85,"call_pct_of_volume":59.4,"pct_0dte":48.7,"jul9_pct_0dte":28.7,"spy_regular_close":754.9,"top1_und":"SPY","top1_strike":755,"top1_type":"C","top1_contracts":1005279,"top1_avg_px":0.262,"top1_is_0dte":1,"top1_moneyness":0.1}],"shape":"scalar","sql":"WITH\n    (\n        SELECT (groupArray(und), groupArray(strike), groupArray(typ), groupArray(vol), groupArray(avg_px), groupArray(is_0dte))\n        FROM (\n            SELECT any(underlying_symbol) AS und, any(toFloat64(strike_price)) AS strike, any(option_type) AS typ,\n                   sum(size) AS vol, round(avg(toFloat64(price)), 3) AS avg_px,\n                   if(substring(ticker, length(ticker) - 14, 6) = '260710', 1, 0) AS is_0dte\n            FROM global_markets.options_trades\n            WHERE sip_timestamp >= '2026-07-10 00:00:00' AND sip_timestamp < '2026-07-11 00:00:00'\n            GROUP BY ticker\n            ORDER BY vol DESC\n            LIMIT 2\n        )\n    ) AS top2,\n    (\n        SELECT round(toFloat64(argMax(close, window_start)), 2)\n        FROM global_markets.delayed_stocks_minute_aggs\n        WHERE ticker = 'SPY' AND window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00'\n    ) AS spy_regular_close,\n    (\n        SELECT round(toFloat64(sum(size)) / 1e6, 2)\n        FROM global_markets.options_trades\n        WHERE sip_timestamp >= '2026-07-09 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00'\n    ) AS jul9_contracts_m,\n    (\n        SELECT round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260709') / sum(size), 1)\n        FROM global_markets.options_trades\n        WHERE sip_timestamp >= '2026-07-09 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00'\n    ) AS jul9_pct_0dte\nSELECT\n    round(count() / 1e6, 2) AS option_prints_m,\n    round(toFloat64(sum(size)) / 1e6, 2) AS contracts_m,\n    jul9_contracts_m,\n    round(100.0 * sumIf(size, option_type = 'C') / sum(size), 1) AS call_pct_of_volume,\n    round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260710') / sum(size), 1) AS pct_0dte,\n    jul9_pct_0dte,\n    spy_regular_close,\n    top2.1[1] AS top1_und, top2.2[1] AS top1_strike, top2.3[1] AS top1_type, top2.4[1] AS top1_contracts, top2.5[1] AS top1_avg_px, top2.6[1] AS top1_is_0dte,\n    round(toFloat64(top2.2[1]) - spy_regular_close, 2) AS top1_moneyness\nFROM global_markets.options_trades\nWHERE sip_timestamp >= '2026-07-10 00:00:00' AND sip_timestamp < '2026-07-11 00:00:00'","computed_at":"2026-07-26T06:01:40.116946+00:00","elapsed":0.006204514}